ICE Russell 2000 Mini Future December 2009


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 613.8 613.9 0.1 0.0% 589.3
High 617.8 616.4 -1.4 -0.2% 620.5
Low 609.3 607.9 -1.4 -0.2% 582.8
Close 614.2 613.8 -0.4 -0.1% 614.2
Range 8.5 8.5 0.0 0.0% 37.7
ATR 11.6 11.3 -0.2 -1.9% 0.0
Volume 181,222 145,763 -35,459 -19.6% 940,463
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 638.3 634.5 618.5
R3 629.8 626.0 616.3
R2 621.3 621.3 615.3
R1 617.5 617.5 614.5 615.0
PP 612.8 612.8 612.8 611.5
S1 609.0 609.0 613.0 606.5
S2 604.3 604.3 612.3
S3 595.8 600.5 611.5
S4 587.3 592.0 609.0
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 719.0 704.3 635.0
R3 681.3 666.5 624.5
R2 643.5 643.5 621.0
R1 628.8 628.8 617.8 636.3
PP 605.8 605.8 605.8 609.5
S1 591.3 591.3 610.8 598.5
S2 568.3 568.3 607.3
S3 530.5 553.5 603.8
S4 492.8 515.8 593.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 620.5 592.3 28.2 4.6% 10.8 1.7% 76% False False 181,037
10 620.5 567.5 53.0 8.6% 11.3 1.8% 87% False False 130,380
20 620.5 549.0 71.5 11.6% 11.0 1.8% 91% False False 66,181
40 620.5 541.3 79.2 12.9% 10.3 1.7% 92% False False 33,166
60 620.5 471.2 149.3 24.3% 9.3 1.5% 96% False False 22,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Fibonacci Retracements and Extensions
4.250 652.5
2.618 638.8
1.618 630.3
1.000 625.0
0.618 621.8
HIGH 616.5
0.618 613.3
0.500 612.3
0.382 611.3
LOW 608.0
0.618 602.8
1.000 599.5
1.618 594.3
2.618 585.8
4.250 571.8
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 613.3 614.3
PP 612.8 614.0
S1 612.3 614.0

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These figures are updated between 7pm and 10pm EST after a trading day.

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